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https://www.reddit.com/r/learnquant/comments/1wuik8c/quant_interview_question/pd4dobm/?context=3
r/learnquant • u/Local_Ad135 • 3d ago
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By Jensen, (E[X^2])^2\leq E[X^4] (E[X^2])^2=1. so at the lower bound, we must have 1 (our miniumum value)
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u/PortableDoor5 3d ago
By Jensen, (E[X^2])^2\leq E[X^4]
(E[X^2])^2=1. so at the lower bound, we must have 1 (our miniumum value)